+31.8%
AFRM vs PCOR
-30.9%
+62.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.6% | +1.2% |
| 7D | -7.0% | -9.0% | +2.0% | +1.3% |
| 30D | -7.8% | +4.2% | -12.0% | -11.7% |
| 3M | +5.3% | +14.4% | -9.1% | -10.0% |
| 6M | +42.6% | +0.2% | +42.5% | +31.0% |
| YTD | -2.8% | -20.3% | +17.5% | +9.3% |
| 1Y | -19.3% | -16.1% | -3.2% | -17.0% |
| 3Y | +231.0% | -14.7% | +245.7% | +193.9% |
| 5Y | -22.2% | -43.2% | +20.9% | -10.3% |
| All | +31.8% | -30.9% | +62.7% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling